Quent Capital, LLC
SEC Form 13F institutional filer · CIK 0001912338
13F-HR · 511 reported holdings · 2026-03-31
Reported long-US-equity value
$0.57B
Top-10 concentration
63.1%
Quent Capital, LLC — $572M AUM allocation strategy
Quent Capital, LLC files SEC Form 13F and reports $572M of long US equity value across 511 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 14.4%, followed by Communication Services 4.3% and Financials 4.0%.
The top 10 holdings account for 63% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Quent Capital, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$572M
total across 511 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
63% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VTWO +41.8K sh · −$8.11M+$TPL +8.5K sh · +$6.15M+$IVV +5.8K sh · +$1.36M
Biggest trims (shares)
−$AMCR −68.4K sh · −$564K−$SMCI −17.5K sh · −$715K−$NVDA −8.16K sh · −$3.04M
Added from nil (new positions)
None this quarter
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Technology Hardware, Storage & Peripherals6.4%—
- Semiconductors4.7%—
- Interactive Media & Services4.3%—
- Systems Software2.5%—
- Asset Management & Custody Banks2.3%—
- Oil & Gas Exploration & Production2.0%—
- Broadline Retail1.5%—
- Aerospace & Defense1.2%—
- Other holdings75.3%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 145K | $36.8M | -4.93K | 6.4% |
| $NVDA | NVIDIA Corporation | 125K | $21.8M | -8.16K | 3.8% |
| $MSFT | Microsoft Corporation | 38.3K | $14.2M | -4.87K | 2.5% |
| $TPL | Texas Pacific Land Corporation | 24.3K | $11.4M | +8.5K | 2.0% |
| $GOOGL | Alphabet Inc | 36K | $10.3M | -132 | 1.8% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 33.6K | $9.65M | -3.27K | 1.7% |
| $AMZN | Amazon.com Inc | 39.9K | $8.31M | -6.7K | 1.5% |
…and 504 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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